Exact solutions of stochastic differential equations: Gompertz, generalized logistic and revised exponential

DOI10.1007/s11009-009-9145-3zbMath1201.60059OpenAlexW2163820773MaRDI QIDQ973030

Christos H. Skiadas

Publication date: 28 May 2010

Published in: Methodology and Computing in Applied Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11009-009-9145-3

zbMATH Keywords

SDEExplicit SolutionGeneralized Logistic Stochastic ModelGompertzian Stochastic Model

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Generation, random and stochastic difference and differential equations (37H10)

Related Items (9)

Analysis and approximation of a stochastic growth model with extinction ⋮ A convergent wavelet-based method for solving linear stochastic differential equations included 1D and 2D noise ⋮ Dynamical Symmetries and Model Validation ⋮ Some analysis of a stochastic logistic growth model ⋮ Analytical solutions for stochastic differential equations via martingale processes ⋮ On comparison of the estimators of the Hurst index and the diffusion coefficient of the fractional Gompertz diffusion process ⋮ Dynamical behavior analysis of the Leslie-Gower model in random environment ⋮ Stochastic logistic model of the global financial leverage ⋮ Logistic and θ-logistic models in population dynamics: general analysis and exact results

Cites Work

• Numerical solution of SDE through computer experiments. Including floppy disk
• A stochastic Bass innovation diffusion model for studying the growth of electricity consumption in Greece
• On stochastic differential equations
• Stochastic integral
• Unnamed Item

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